On martingale tail sums in affine two-color urn models with multiple drawings

Markus Kuba, Henning Sulzbach

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4 Citations (Scopus)
244 Downloads (Pure)


In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced P´olya urn schemes with multiple drawings. We show that, in large-index urns (urn index between 1=2 and 1) and triangular urns, the martingale tail sum for the number of balls of a given color admits both a Gaussian central limit theorem as well as a law of the iterated logarithm. The laws of the iterated logarithm are new even in the standard model when only one ball is drawn from the urn in each step (except for the classical P´olya urn model). Finally, we prove that the martingale limits exhibit densities (bounded under suitable assumptions) and exponentially decaying tails. Applications are given in the context of node degrees in random linear recursive trees and random circuits.
Original languageEnglish
Pages (from-to)96-117
Number of pages17
JournalJournal of Applied Probability
Issue number1
Publication statusPublished - 1 Mar 2017


  • urn model
  • martingale central limit theorem
  • law of the iterated logarithm
  • large-index urn
  • triangular urn


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